A few comments: 1) RANNOR and NORMAL are the same function. NORMAL is just an alias to RANNOR. 2) A 95% confidence interval means that in 95% of random samples, the sample mean will be within the computed CI. In terns of "seeds," this means that 95% of seeds will give a sample mean within the CI. So any single sample doesn't tell us anything. You might be "unlucky" and choose that one-in-twenty seed! 3) I am running on Windows 7 and X64 and I do not see the situation you report. Use the CLM option on the PROC MEANS statement to get PROC MEANS to display the confidence limits: proc means data=test N mean clm; var Y1 Y2; run;
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